repo.blue

FINOS-CDM-6.0-d07

repository: Blue Repository

cdm/product/asset/RealisedVarianceMethodEnum

FINOS-CDM-6.0-d07
Blue ID: 6bttAkwgoE4wCcbzrxpxn9QC6RyNAX7D58kev7GDsGiS

The contract specifies which price must satisfy the boundary condition. Used for variance, volatility and correlation caps and floors.

Repository version
Type Alias
FINOS-CDM-6.0-d07/cdm/product/asset/RealisedVarianceMethodEnum
Type of
GX7CFUmSDrE2MzptunLCCdZwnuwwrenRQqEnHL4x3uoC
Type Definition
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Type References
  • GX7CFUmSDrE2MzptunLCCdZwnuwwrenRQqEnHL4x3uoC:GX7CFUmSDrE2MzptunLCCdZwnuwwrenRQqEnHL4x3uoC